I have an N95 and the builtin GPS is pretty disappointing. Event after initial cold fix the acquisition times are long and the sensitivity poor. I think this is related to the position of the GPS antenna, which I believe is beneath the keypad.
Without wishing to sound a moaner if you wanted a fast and sensitive GPS you should have bought a dedicated unit
I think the N95 does pretty well for such a small unit with all the other things it can also do.
As for activating the inbuilt GPS the only methods I'm aware of involve launching a Nokia Application, whether this is Maps, Sports Tracker, Landmarks or GPS Data.
There are several GPS software applications out there which do utilise the internal GPS. Co-pilot, route 66 to name but 2. You can use Tom Tom 6 on the N95 with an external BT receiver, I can and do (same software I used on my N80). Also have all the European and North American (& Canada) maps.
The best thing about the N95 is the VoIP client,
But if you have Vodaphone or Orange phone they've disabled it!
BD